+627.7%
GEV vs ACM
-32.5%
+660.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.9% |
| 7D | +3.2% | -3.7% | +6.8% | +4.6% |
| 30D | -4.0% | -12.7% | +8.6% | +0.6% |
| 3M | +3.4% | -9.8% | +13.2% | +6.2% |
| 6M | +14.7% | -31.4% | +46.1% | +35.5% |
| YTD | +45.8% | -32.1% | +77.9% | +69.7% |
| 1Y | +57.4% | -47.8% | +105.2% | +118.0% |
| All | +627.7% | -32.5% | +660.2% | +697.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling